The German giants host the European champions on Wednesday after an epic 5-4 defeat in Tuesday’s first leg in Paris.
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Bayern’s players could rest against Heidenheim, who will be relegated if they lose and St Pauli win at home to Mainz on Sunday.
However, Kompany highlighted last weekend’s comeback in Mainz to show that his team will give everything even though the Bundesliga title is already secured.
“This was also a theme last year. It’s also good because it means that we have done our job, but we don’t want to give gifts to anyone. We showed it in the last game against Mainz. We showed with our mentality that we are doing everything possible to be prepared,” he said at a press conference on Friday.
“The game against PSG was obviously very intense and the anticipation for the second leg is very high throughout Munich. My job is to keep the attention on Heidenheim, which I try to do every day.”
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Kompany said that player Tom Bischof is fit to face Heidenheim after an injury and that Alphonso Davies has returned to normal training, but winger Lennart Karl is still out. He may be available against PSG “but we are being cautious with his situation.”
Backup goalkeeper Jonas Urbig will start in goal on Saturday as Bayern continue to talk to 40-year-old Manuel Neuer about the possibility of signing for another year.